BVT Call 16.5 ENI 20.03.2025
/ DE000VD3VJH5
BVT Call 16.5 ENI 20.03.2025/ DE000VD3VJH5 /
| 16/07/2024 08:55:17 |
Chg.-0.006 |
Bid15:05:53 |
Ask15:05:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
-3.21% |
0.156
Bid Size: 58,000 |
0.166
Ask Size: 58,000 |
ENI S.P.A. |
16.50 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
VD3VJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-2.26 |
| Time value: |
0.20 |
| Break-even: |
16.70 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
11.80% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
14.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.181 |
| High: |
0.181 |
| Low: |
0.181 |
| Previous Close: |
0.187 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.95% |
| 1 Month |
|
|
+17.53% |
| 3 Months |
|
|
-69.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.201 |
0.187 |
| 1M High / 1M Low: |
0.290 |
0.144 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
